+78.8%
SAP vs ECL
+37.9%
+40.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | +6.5% | +6.6% | -0.1% | +3.3% |
| 3M | +14.7% | +9.6% | +5.0% | +9.5% |
| 6M | +39.9% | +21.6% | +18.3% | +27.1% |
| YTD | -2.0% | +16.9% | -18.9% | -10.0% |
| 1Y | -6.0% | +17.9% | -23.9% | -14.2% |
| 3Y | +67.7% | +76.5% | -8.8% | +21.6% |
| 5Y | +78.8% | +36.6% | +42.2% | +36.7% |
| All | +78.8% | +37.9% | +40.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling